Young Ki Shin - McMaster Experts

Affiliations

Faculty of Social Sciences, McMaster University
Professor, Economics, Faculty of Social Sciences

Scholarly Activity in McMaster Experts

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conferences
- Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling. Proceedings of the 36th AAAI Conference on Artificial Intelligence, AAAI 2022. 7381-7389. 2022
journal articles
- Monotone equilibrium in matching markets with signaling. Journal of Economic Theory. 216:105801-105801. 2024
- Fast inference for quantile regression with tens of millions of observations. Journal of Econometrics. 105673-105673. 2024
- Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach. Journal of Econometrics. 237:105372-105372. 2023
- csa2sls: A complete subset approach for many instruments using Stata. Stata Journal. 23:932-941. 2023
- COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS. Econometric Theory. 39:146-188. 2023
- Exact computation of maximum rank correlation estimator. Econometrics Journal. 24:589-607. 2021
- Designing a Competitive Monotone Signaling Equilibrium. SSRN Electronic Journal. 2021
- Complete subset averaging with many instruments. Econometrics Journal. 24:290-314. 2021
- Factor-driven two-regime regression. Annals of Statistics. 49:1656-1678. 2021
- Sparse HP filter: Finding kinks in the COVID-19 contact rate. Journal of Econometrics. 220:158-180. 2021
- DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES. Economic Inquiry. 58:1949-1957. 2020
- Oracle Estimation of a Change Point in High-Dimensional Quantile Regression. Journal of the American Statistical Association. 113:1184-1194. 2018
- Testing for a Debt‐Threshold Effect on Output Growth. Fiscal Studies. 38:701-717. 2017
- Correction. Journal of the American Statistical Association. 112:883-883. 2017
- Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach. Journal of business & economic statistics. 34:302-311. 2016
- The Lasso for High Dimensional Regression with a Possible Change Point. Journal of The Royal Statistical Society Series B-statistical Methodology. 78:193-210. 2016
- Rank estimation of partially linear index models. Econometrics Journal. 14:409-437. 2011
- Testing for Threshold Effects in Regression Models. Journal of the American Statistical Association. 106:220-231. 2011
- Heteroscedastic Transformation Models With Covariate Dependent Censoring. Journal of business & economic statistics. 29:40-48. 2011
- LOCAL RANK ESTIMATION OF TRANSFORMATION MODELS WITH FUNCTIONAL COEFFICIENTS. Econometric Theory. 26:1807-1819. 2010
- Misspecified markov switching model. Economics Bulletin. 29:957-963. 2009
- Length-bias Correction in Transformation Models with Supplementary Data. Econometric Reviews. 28:658-681. 2009
- Semiparametric estimation of the Box-Cox transformation model. Econometrics Journal. 11:517-537. 2008
- Rank estimation of monotone hazard models. Economics Letters. 100:80-82. 2008
- SGMM: Stochastic Approximation to Generalized Method of Moments. Journal of Financial Econometrics. nbad027.
preprints